Cosimo Munari

Available identifiers

zbMath Open munari.cosimoMaRDI QIDQ471175

List of research outcomes

Publication	Date of Publication	Type
An elementary proof of the dual representation of expected shortfall	2024-01-10	Paper
Fundamental theorem of asset pricing with acceptable risk in markets with frictions	2023-07-06	Paper
Law-invariant functionals that collapse to the mean: beyond convexity	2022-07-15	Paper
Law-invariant functionals that collapse to the mean	2021-06-21	Paper
Dual representations for systemic risk measures based on acceptance sets	2021-05-05	Paper
Law-Invariant Functionals on General Spaces of Random Variables	2021-05-04	Paper
Multi-utility representations of incomplete preferences induced by set-valued risk measures	2021-04-29	Paper
Surplus-Invariant Risk Measures	2021-01-08	Paper
Stability properties of Haezendonck-Goovaerts premium principles	2020-11-19	Paper
Existence, uniqueness, and stability of optimal payoffs of eligible assets	2020-05-14	Paper
Market-Consistent Prices	2020-04-09	Paper
A continuous selection for optimal portfolios under convex risk measures does not always exist	2020-03-09	Paper
A simple characterization of tightness for convex solid sets of positive random variables	2018-10-04	Paper
Which eligible assets are compatible with comonotonic capital requirements?	2018-08-28	Paper
Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces	2018-04-06	Paper
Existence, uniqueness and stability of optimal portfolios of eligible assets	2017-02-07	Paper
Diversification, protection of liability holders and regulatory arbitrage	2017-01-31	Paper
Measuring risk with multiple eligible assets	2015-03-24	Paper
Law-invariant risk measures: extension properties and qualitative robustness	2015-01-22	Paper
Beyond cash-additive risk measures: when changing the numéraire fails	2014-11-14	Paper
Capital requirements with defaultable securities	2014-09-22	Paper
Capital adequacy tests and limited liability of financial institutions	2014-01-14	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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